Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47876.4 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46481.44 Kr¶

PnL: ---------------------------------------> -407.13 Kr¶

DD now: ---------------------------------> -1.549 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 11:56:41.595726'

Anic Portfolio¶

Today¶

Return: -0.224 %¶

This Week¶

Return: -0.076 %¶

Total¶

Return: 56.735 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.300000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -1.730000 2789.500000 153.500000 5.820000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.190000 631.890000 54.890000 9.510000 576.999999
AcadeMedia 12 0.200000 603.600000 46.600000 8.370000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.520000 3420.800000 43.800000 1.300000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -2.270000 388.000000 33.000000 9.300000 355.000000
Resurs Holding 22 0.510000 606.760000 32.760000 5.710000 573.999998
HMS Networks 2 -1.620000 705.600000 32.600000 4.840000 673.000000
Boozt 12 -0.140000 1686.000000 32.000000 1.930000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.840000 541.800000 14.800000 2.810000 527.000000
Swedbank A 3 1.770000 578.550000 14.550000 2.580000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.700000 584.040000 14.040000 2.460000 570.000000
Coor Service Management Hold. 8 -0.510000 544.000000 12.000000 2.260000 532.000000
OEM International B 7 -1.670000 535.500000 7.500000 1.420000 527.999997
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.370000 548.000000 2.000000 0.370000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -1.160000 246.000000 0.000000 0.000000 246.000000
Nordea Bank Abp 29 0.290000 3453.900000 -0.100000 0.000000 3453.999992
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
CTEK 13 -0.680000 533.000000 -1.000000 -0.190000 533.999999
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.210000 556.400000 -17.600000 -3.070000 574.000000
International Petroleum Corp. 5 -2.350000 561.500000 -33.070000 -5.560000 594.565215
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -0.820000 3630.900000 -125.100000 -3.330000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.750000 1414.800000 -249.200000 -14.980000 1663.999992
Ovzon 52 0.180000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46481.440000 -407.130000 -1.54944% 46888.564618

Updated:¶

'2023-01-24 11:56:54.249543'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶